Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets

URI: http://urn.fi/URN:NBN:fi:bib:me:W00092653600
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  • Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets
P60049

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Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets

URI: http://urn.fi/URN:NBN:fi:bib:me:I00092653601
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  • Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets
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Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets

URI: http://urn.fi/URN:NBN:fi:bib:me:I00092653600
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  • 2000
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  • kuvitettu
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  • propertyID: FI-FENNI value: 686605
  • propertyID: FI-MELINDA value: 000926536
  • propertyID: skl value: fx686605
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  • 9515556635
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  • Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets
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  • 21, [2] s.
P60048
P60050
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  • location: Helsingfors organizer: Svenska handelshögskolan
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